KCTC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:97.92% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5197 | 25.35 | |
| 0.1799 | 36.15 | |
| 0.7923 | 169.18 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities